| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 93.000 | 2.10 | - | - | AAA | AAA | 49.80% | - | Floating | 1mL | - | 70 | 1mL+70 | - | 100.00000 |
| A2 | GBP | 100.000 | 3.10 | - | - | AAA | AAA | 49.80% | - | Floating | - | - | 75 | - | - | 100.00000 |
| B | GBP | 26.180 | 3.10 | - | - | AA | AA (H) | 42.10% | - | Floating | - | - | 115 | - | - | 100.00000 |
| C | GBP | 38.760 | 3.10 | - | - | A | A (H) | 30.70% | - | Floating | - | - | 180 | - | - | 100.00000 |
| D | GBP | 48.280 | 3.10 | - | - | BBB | BBB (L) | 16.50% | - | Floating | - | - | 210 | - | - | 100.00000 |
| E | GBP | 26.180 | 3.10 | - | - | BB | BB (L) | 8.80% | - | Floating | - | - | 310 | - | - | Retained |
| F | USD | 22.440 | 3.10 | - | - | B | B (H) | 2.20% | - | Floating | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2018-08-15; Registration: 144A/Reg S;
A2: First Pay: 2018-08-15; Registration: 144A/Reg S;
B: First Pay: 2018-08-15; Registration: 144A/Reg S;
C: First Pay: 2018-08-15; Registration: 144A/Reg S;
D: First Pay: 2018-08-15; Registration: 144A/Reg S;
E: First Pay: 2018-08-15; Registration: 144A/Reg S;
F: First Pay: 2018-08-15; Registration: 144A/Reg S;